Senior Model Validator I recruitment

Je werk
You are responsible for analyzing risk models, understand their application, report findings, and defend the model strengths and weaknesses. You manage validation teams. Validation teams at ABN AMRO are involved in validating all risk models of the bank, like market, credit, operational, asset and liability, and economic capital models. Consequently, you can be part of the validation of all these types. 
You represent the Model Validation team in and outside the Bank at a senior level. You are part of the ABN AMRO risk team fulfilling an important independent expert role. You have direct and operational managerial responsibilities to Model Validators. You report to the Head of Model validation of ABN AMRO. 
 
Je werkomgeving
Model Validation at ABN AMRO is a team of 14. It is an independent risk entity with ABN AMRO responsible for the validation of all risk models of the Bank. The aim of the validation Department is to limit the exposure of the Bank’s model risk. This is achieved by performing validations and by developing validation standards and governance. Also the Model Validation team performs as a centre of expertise by sharing knowledge on modeling, validation, and regulatory compliancy. Our shareholders are among others, the risk departments, the business, and the regulators.  

Je achtergrond
You have an excellent quantitative background at least at MSc level, and a PhD is more than welcomed. You have at least 8 years of working experience at a financial institution. Previous work experience besides validation can be quantitative finance, risk modeling, or risk management.
You have a good understanding of risk management practices within the financial services industry and the related modeling and validation aspects. Knowledge of the Corporate, Merchant, Retail and Private Banking Business and knowledge of regulatory requirements is necessary. Since the senior Model Validator presents results to the senior management of ABN AMRO, excellent written and oral communication skills in English are necessary.
We are looking for someone with a strong analytical mind and great problem solving skills. The senior Model Validator has a strong attention to detail and the ability to see multiple tasks through to completion. The senior Model Validator is able to take initiative and work independently.

Ons aanbod
A stimulating environment and ambitious team consisting of professionals. We play a central role in the Risk Management of ABN AMRO. This position is an excellent base to grow to other senior positions in or outside Risk Management in a growing and ambitious bank.  


Meer informatie
For additional information, please contact Ebbe Negenman, Head of Model Validation, or Robin Holtel, Recruiter, ph.: 06-83639116 
If you’re interested, please apply online. We look forward to meeting you.